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Optimální nastavení řízení rizik obchodníka s elektrickou energií / Optimal parameters of risk management for electricity trader

The priority of this work is to show the importance of risk management and the proper operation in electricity trading companies. In the theoretical part of the thesis are summarized basic information about the energy market in the Czech Republic and also a brief overview of the risks observed in the electricity trading. In recent years there have been several cases where a company did not observe their risks or even did not monitor these risks at all. This had a negative impact on the entire Czech energy market. In the practical part of this thesis are described the cases of companies Moravia Energo a.s. and Korlea Invest a.s., setting its risk management and also consequences of their falls. Furthermore, this work describes the different tools to support risk management, which are not the cheapest definitely. Also work contains an example of calculating the limits for credit exposure of the two companies that I calculated based on the analysis of the annual reports of these companies and I managed to get a lot of interesting information during writing this work that the reader will definitely appreciate.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:150197
Date January 2012
CreatorsJančová, Lenka
ContributorsPaholok, Igor, Kovačovská, Lenka
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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